Cross-section of capillary in the mammalian pancreas. Capillaries are the smallest of a body's blood vessels (and lymph vessels) that make up the microcirculation. Their endothelial linings are only one cell layer thick. These microvessels connect arterioles and venules, and they help to enable the exchange of water, oxygen, carbon dioxide, and many other nutrients and waste substances between the blood and the tissues surrounding them. The pancreas is a glandular organ in the digestive system and endocrine system of vertebrates. Magnification unknown.